+48.4%
BNS vs ALM
+279.2%
-230.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +1.3% |
| 7D | -2.2% | -7.1% | +4.9% | -1.9% |
| 30D | +4.5% | +24.7% | -20.2% | +3.1% |
| 3M | +14.9% | +8.3% | +6.6% | +13.8% |
| 6M | +32.5% | -22.2% | +54.6% | +32.3% |
| YTD | +28.6% | +88.1% | -59.5% | +25.6% |
| 1Y | +48.4% | +272.4% | -224.0% | +44.2% |
| All | +48.4% | +279.2% | -230.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling